Question ID
2014_1700
Legal act
Regulation (EU) No 575/2013 (CRR)
Topic
Supervisory reporting - Liquidity (LCR, NSFR, AMM)
Article
415
Paragraph
3
Subparagraph
b
COM Delegated or Implementing Acts/RTS/ITS/GLs/Recommendations
Draft ITS on Supervisory Reporting of Institutions
Article/Paragraph
C 69.00
Type of submitter
Consultancy firm
Subject matter
Template C 69.00: Clarification needed about definition of transaction volume and maturity
Question

What is meant by transaction volume in template C 69.00 and which maturity should be reported (initial or residual maturity)?

Background on the question

According to the instructions template C 60.00 seeks to collect information about the average transaction volume and prices paid by institutions for funding with the following maturities. In our opinion clarification is needed for "transaction volume" and "maturity". Does transaction volume mean all new transactions in the reporting period (one month) or all liabilities in the banking book? And should the transactions be reported according to their initial or residual maturity.

Submission date
Final publishing date
Final answer

In template C 69.00 of Annex XX of final draft implementing technical standard (ITS) on additional liquidity monitoring metrics under Article 415(3)(b) of Regulation (EU) No 575/2013 (EBA/ITS/2013/11/rev1 (of 24 July 2014)), the transactions volume should be reported in terms of carrying value and should be reported only for new transactions in the reporting period preceding the reference date. Original maturities are to be reported.

 

DISCLAIMER:

The present Q&A on Supervisory reporting is provisional. It will be reviewed after the Implementing Regulation is in force and published in the Official Journal, which may differ from the text of the draft ITS to which this Q&A relates.

Status
Final Q&A
Answer prepared by
Answer prepared by the EBA.

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